Procter & Gamble Company (PG) Daily/Weekly Backtest Results crown

Buy indicator:                  
              [ What are these indicators? | Switch to PG's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 7.73%.   Win rate: 92.86%.   Sharpe Ratio: -5.611.   Maximum drawdown: -16.49% on 03 May 2018.
Mean CAGR: 54.39%. Time in market: 1946 days.   Hypothetical return: $1000 would be worth $1935.79 on 29 January 2024.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for Procter & Gamble

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 14 signal(s) occurring before 08 May 2024 for a 7.5% profit target: (92.86% * 7.86%) + (7.14% * 6.13%) - (0% * 0%) = 7.73%.
Wins: 13 Breakevens: 1 Losses: 0

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

Procter & Gamble Analysis

Market sector: Consumer Staples.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

Williams %R (Weekly) Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Williams %R (Weekly) entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
15 May 2026   LOW   smart_toy0.737   Williams %R (Weekly) $ 142.48 schedule schedule schedule schedule schedule
07 January 2026   MEDIUM   smart_toy0.871   Williams %R (Weekly) $ 138.92 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
05 December 2025   MEDIUM   smart_toy0.635   Williams %R (Weekly) $ 144.30 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
06 October 2025   MEDIUM   smart_toy0.653   Williams %R (Weekly) $ 150.96 select_check_box select_check_box select_check_box schedule schedule
14 July 2025   MEDIUM   smart_toy0.522   Williams %R (Weekly) $ 154.67 select_check_box select_check_box schedule schedule schedule
08 April 2025   MEDIUM   smart_toy0.975   FIRE SALE Williams %R (Weekly) $ 160.35 select_check_box electric_boltelectric_boltelectric_bolt schedule schedule schedule schedule
06 January 2025   MEDIUM   smart_toy0.806   Williams %R (Weekly) $ 161.70 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
28 September 2023   MEDIUM   smart_toy0.693   Williams %R (Weekly) $ 145.23 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
09 March 2023   MEDIUM   smart_toy0.528   FIRE SALE Williams %R (Weekly) $ 137.36 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
28 September 2022   MEDIUM   smart_toy0.991   FIRE SALE Williams %R (Weekly) $ 132.50 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
19 May 2022   MEDIUM   smart_toy0.986   FIRE SALE Williams %R (Weekly) $ 142.56 select_check_box select_check_box select_check_box select_check_box select_check_box
10 March 2022   HIGH   smart_toy0.979   FIRE SALE Williams %R (Weekly) $ 146.37 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
19 February 2021   MEDIUM   smart_toy0.851   Williams %R (Weekly) $ 128.24 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
15 January 2021   MEDIUM   smart_toy0.808   Williams %R (Weekly) $ 135.02 select_check_box select_check_box select_check_box select_check_box select_check_box
27 February 2020   HIGH   smart_toy0.92   FIRE SALE Williams %R (Weekly) $ 115.54 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt
20 April 2018   HIGH   smart_toy0.358   Williams %R (Weekly) $ 69.74 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
20 March 2018   MEDIUM   smart_toy0.694   Williams %R (Weekly) $ 73.38 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
02 February 2018   MEDIUM   smart_toy0.724   Williams %R (Weekly) $ 79.34 select_check_box select_check_box select_check_box select_check_box select_check_box
30 October 2017   MEDIUM   smart_toy0.772   Williams %R (Weekly) $ 80.30 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
18 May 2017   MEDIUM   smart_toy0.777   Williams %R (Weekly) $ 78.57 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
10 November 2016   MEDIUM   smart_toy0.846   Williams %R (Weekly) $ 75.75 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box

 

The data for Procter & Gamble Company (exchange: XNYS symbol: PG) was last updated 15 May 2026 23:40. Data for this stock is available from 01 Sep 2015 - 15 May 2026.